+78.1%
MDLZ vs IWD
+198.0%
-119.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.2% |
| 7D | -1.7% | -0.3% | -1.5% | -1.6% |
| 30D | -2.1% | +0.6% | -2.7% | -2.5% |
| 3M | +1.3% | +7.2% | -5.9% | -3.4% |
| 6M | +6.2% | +16.2% | -10.0% | -4.1% |
| YTD | +15.8% | +23.3% | -7.5% | +0.4% |
| 1Y | +4.1% | +29.6% | -25.4% | -12.7% |
| 3Y | -4.1% | +70.5% | -74.5% | -34.3% |
| 5Y | +13.4% | +73.5% | -60.1% | -23.9% |
| All | +78.1% | +198.0% | -119.9% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling